Bayes, E-Bayes and robust Bayes prediction of a future observation under precautionary prediction loss functions with applications

Bayes, E-Bayes and Robust Bayes Premium Estimation and Prediction under the Squared Log Error Loss Function

In risk analysis based on Bayesian framework, premium calculation requires specification of a prior distribution for the risk parameter in the heterogeneous portfolio. When the prior knowledge is vague, the E-Bayesian and robust Bayesian analysis can be used to handle the uncertainty in specifying the prior distribution by considering a class of priors instead of a single prior. In th...

BAYES ESTIMATION USING A LINEX LOSS FUNCTION

This paper considers estimation of normal mean ? when the variance is unknown, using the LINEX loss function. The unique Bayes estimate of ? is obtained when the precision parameter has an Inverse Gaussian prior density

Robust Bayes and Empirical Bayes Analysis with # -Contaminated Priors

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Robust Bayes

Learning, prediction and causal Bayes nets.

Recent research in cognitive and developmental psychology on acquiring and using causal knowledge uses the causal Bayes net formalism, which simultaneously represents hypotheses about causal relations, probability relations, and effects of interventions. The formalism provides new normative standards for reinterpreting experiments on human judgment, offers a precise interpretation of mechanisms...